I really enjoyed David Bently Hart's defense of Christianity a few years ago. Thick material, but it was fascinating to hear several popular versions of historical events challenged by somebody well-educated. ( Affiliate link: http://amzn.to/IupRsn )
But after thinking about your question a bit more, it occurs to me that you might mean reading religious authors writing about religion. The answer here is also yes, at least for me. A few years ago I completed an audio course in Great Minds of the Western Intellectual Tradition and it included several religious authors. This makes sense. Modern western intellectual thought has deep roots in Greece, Rome, and Jerusalem. Can't study the ancients without understanding what they believed and reading what they said in their own words.
I'm currently reading a book by theologian/philosopher David Bentley Hart that shames to ground sentences like this. Also the idea that modernity is somehow superior to previous ages in regard to tolerance and reason. Nothing further from the truth.